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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+151.84%
3d Period Avg+63.99%
swing±48.76%
LONG Crypto.com · nowSUIUSD-PERP
−67.71%
3d avg:+3.81%
SHORT Aftermath · now
+84.13%
3d avg:+67.80%
Entry Spread Now
−0.066%
Against youL ask 1.1582 · S bid 1.1574−$6.56 at entry
24h range −0.66%…+0.93% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$49.07
−0.49%
$Avg Daily PnL
+$17.52
+0.1752%
★Best Day
+$26.12
Sep 30
◎Open Interest
⚡Funding APR
+63.95%
annualized · funding only
⚠Execution Cost
−$101.63
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$101.63 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.